Goldman Sachs Put 140 YUM 20.06.2025
/ DE000GG6MFR0
Goldman Sachs Put 140 YUM 20.06.2.../ DE000GG6MFR0 /
| 18/10/2024 09:39:36 |
Chg.-0.03 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-2.88% |
-
Bid Size: - |
-
Ask Size: - |
Yum Brands Inc |
140.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
GG6MFR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
0.53 |
| Time value: |
0.48 |
| Break-even: |
118.72 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
5.21% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-6.26 |
| Rho: |
-0.49 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.94% |
| 1 Month |
|
|
-11.40% |
| 3 Months |
|
|
-31.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.97 |
| 1M High / 1M Low: |
1.21 |
0.76 |
| 6M High / 6M Low: |
1.59 |
0.74 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.36% |
| Volatility 6M: |
|
114.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
